-66.6%
SE vs BG
+86.7%
-153.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.0% |
| 7D | -3.6% | +0.5% | -4.2% | -3.7% |
| 30D | -5.3% | +10.3% | -15.6% | -6.4% |
| 3M | +28.1% | -1.9% | +30.0% | +28.3% |
| 6M | +20.7% | +5.2% | +15.4% | +19.3% |
| YTD | -14.8% | +41.2% | -55.9% | -19.7% |
| 1Y | -43.6% | +50.5% | -94.1% | -47.7% |
| 3Y | +184.2% | +19.9% | +164.3% | +172.8% |
| All | -66.6% | +86.7% | -153.3% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling